Solution of the matrix Riccati equation for the linear quadratic control problems

DOI10.1016/S0895-7177(98)00035-1zbMath0991.49025OpenAlexW2005019312MaRDI QIDQ1596746

K. Y. Nikravesh, J. Nazarzadeh, Mohsen Razzaghi

Publication date: 5 May 2002

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0895-7177(98)00035-1

zbMATH Keywords

optimal controlmatrix Riccati differential equationlinear quadratic control problemsterminal boundary condition

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10) Existence theories for optimal control problems involving ordinary differential equations (49J15) Controllability, observability, and system structure (93B99)

Related Items (6)

Parametric optimal control of uncertain systems under an optimistic value criterion ⋮ Closed-form solution to finite-horizon suboptimal control of nonlinear systems ⋮ The piecewise optimisation method for approximating uncertain optimal control problems under optimistic value criterion ⋮ Improved Potter-Anderson-Moore algorithm for the differential Riccati equation ⋮ Applying the Newton—Raphson method in order to solve the Riccati algebraic equations in dynamic structural controlled models ⋮ An explicit Floquet-type representation of Riccati aperiodic exponential semigroups

Cites Work

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• Solution of the matrix Riccati equation in optimal control
• Closed analytical solution of Riccati type matrix differential equations
• A computational solution for a matrix Riccati differential equation
• A Schur method for the solution of the matrix Riccati equation
• A class of monotone Riccati matrix differential operators
• On the conjugate point condition for the control problem

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